NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 22-Jul-2010

Day Change Summary
	Previous	Current
	21-Jul-2010	22-Jul-2010	Change	Change %	Previous Week
Open	4.868	4.905	0.037	0.8%	4.825
High	4.900	4.921	0.021	0.4%	4.940
Low	4.781	4.810	0.029	0.6%	4.641
Close	4.803	4.905	0.102	2.1%	4.830
Range	0.119	0.111	-0.008	-6.7%	0.299
ATR	0.150	0.148	-0.002	-1.5%	0.000
Volume	11,773	18,808	7,035	59.8%	89,891

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.212	5.169	4.966
R3	5.101	5.058	4.936
R2	4.990	4.990	4.925
R1	4.947	4.947	4.915	4.961
PP	4.879	4.879	4.879	4.885
S1	4.836	4.836	4.895	4.850
S2	4.768	4.768	4.885
S3	4.657	4.725	4.874
S4	4.546	4.614	4.844

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.701	5.564	4.994
R3	5.402	5.265	4.912
R2	5.103	5.103	4.885
R1	4.966	4.966	4.857	5.035
PP	4.804	4.804	4.804	4.838
S1	4.667	4.667	4.803	4.736
S2	4.505	4.505	4.775
S3	4.206	4.368	4.748
S4	3.907	4.069	4.666

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.940	4.746	0.194	4.0%	0.120	2.4%	82%	False	False	15,430
10	4.940	4.641	0.299	6.1%	0.126	2.6%	88%	False	False	16,709
20	5.283	4.641	0.642	13.1%	0.148	3.0%	41%	False	False	14,448
40	5.534	4.641	0.893	18.2%	0.154	3.1%	30%	False	False	11,300
60	5.534	4.641	0.893	18.2%	0.144	2.9%	30%	False	False	9,206
80	5.534	4.641	0.893	18.2%	0.146	3.0%	30%	False	False	7,563
100	5.534	4.641	0.893	18.2%	0.134	2.7%	30%	False	False	6,473
120	6.280	4.641	1.639	33.4%	0.133	2.7%	16%	False	False	5,597

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.393
2.618	5.212
1.618	5.101
1.000	5.032
0.618	4.990
HIGH	4.921
0.618	4.879
0.500	4.866
0.382	4.852
LOW	4.810
0.618	4.741
1.000	4.699
1.618	4.630
2.618	4.519
4.250	4.338

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	4.892	4.881
PP	4.879	4.857
S1	4.866	4.834

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These figures are updated between 7pm and 10pm EST after a trading day.

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